+223.2%
CP vs VO
+192.5%
+30.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | 0.0% |
| 7D | +2.4% | +0.6% | +1.8% | +1.9% |
| 30D | -0.5% | -1.1% | +0.5% | +0.4% |
| 3M | +1.4% | +4.5% | -3.1% | -2.5% |
| 6M | +10.3% | +11.1% | -0.7% | +0.4% |
| YTD | +24.3% | +13.5% | +10.8% | +11.0% |
| 1Y | +20.4% | +14.5% | +6.0% | +6.7% |
| 3Y | +21.8% | +58.1% | -36.3% | -19.5% |
| 5Y | +31.5% | +43.3% | -11.8% | -6.1% |
| 10Y | +223.2% | +193.2% | +30.0% | +16.7% |
| All | +223.2% | +192.5% | +30.8% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling